Regularize whitening #2744
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Regularize whitening #2744
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…regularize_whitening
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@samuelgarcia @alejoe91 It would be great if this could be merged before the 'rc' release :) |
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| n_jobs = int(n_jobs * os.cpu_count()) | ||
| regularize_kwargs["n_jobs"] = n_jobs | ||
| estimator = sklearn.covariance.GraphicalLassoCV(**regularize_kwargs) |
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maybe we could have a regularize method that can use lasso but maybe others no ?
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We could, but I would say let's start with one...
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Yes but we could have already the regularized_method in the dict no ?
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I've tried something... We can pass method: "GraphicalLassoCV" or something else, and the appropriate node is created
Co-authored-by: Alessio Buccino <alejoe9187@gmail.com>
Co-authored-by: Alessio Buccino <alejoe9187@gmail.com>
Co-authored-by: Alessio Buccino <alejoe9187@gmail.com>
Co-authored-by: Alessio Buccino <alejoe9187@gmail.com>
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Add an option to use regularized whitening